/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System.Collections.Generic;

using QuantConnect.Interfaces;
using QuantConnect.Orders;
using QuantConnect.Securities;

namespace QuantConnect.Tests.Common.Securities
{
    internal class TestDefaultMarginCallModel : DefaultMarginCallModel
    {
        public TestDefaultMarginCallModel(SecurityPortfolioManager portfolio, IOrderProperties defaultOrderProperties)
            : base(portfolio, defaultOrderProperties)
        {
        }

        public new IEnumerable<SubmitOrderRequest> GenerateMarginCallOrders(MarginCallOrdersParameters parameters)
        {
            return base.GenerateMarginCallOrders(parameters);
        }
    }
}
